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Morgan Stanley Call 105 SWK 20.09.../  DE000ME16ED4  /

Stuttgart
2024-06-03  9:27:16 PM Chg.+0.002 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.082EUR +2.50% -
Bid Size: -		 -
Ask Size: -		 Stanley Black and De... 105.00 - 2024-09-20 Call
 

Master data

WKN: ME16ED
Issuer: Morgan Stanley
Currency: EUR
Underlying: Stanley Black and Decker Inc
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 2024-09-20
Issue date: 2023-09-27
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 80.32
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.27
Parity: -2.47
Time value: 0.10
Break-even: 106.00
Moneyness: 0.76
Premium: 0.32
Premium p.a.: 1.53
Spread abs.: 0.01
Spread %: 14.94%
Delta: 0.13
Theta: -0.02
Omega: 10.44
Rho: 0.03
 

Quote data

Open: 0.086
High: 0.086
Low: 0.073
Previous Close: 0.080
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.49%
1 Month
  -23.36%
3 Months
  -70.71%
YTD
  -89.49%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.080 0.065
1M High / 1M Low: 0.164 0.065
6M High / 6M Low: 0.950 0.065
High (YTD): 2024-01-02 0.730
Low (YTD): 2024-05-29 0.065
52W High: - -
52W Low: - -
Avg. price 1W:   0.074
Avg. volume 1W:   0.000
Avg. price 1M:   0.111
Avg. volume 1M:   0.000
Avg. price 6M:   0.390
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   194.68%
Volatility 6M:   213.26%
Volatility 1Y:   -
Volatility 3Y:   -